Bootstrap Bias Corrected Cross Validation Applied to Super Learning

Bootstrap Bias Corrected Cross Validation Applied to Super Learning
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DOI:
10.1007/978-3-030-50420-5_41
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发表时间:
2020-05-22
期刊:
Computational Science – ICCS 2020
影响因子:
--
通讯作者:
Rudnicki WR
Rudnicki WR
中科院分区:
其他
文献类型:
--
作者:
Mnich K;Kitlas Golińska A;Polewko-Klim A;Rudnicki WR

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超级学习器算法可以应用于联合收割机组合多个基础学习器的结果,以提高预测质量。验证超级学习者结果的默认方法是嵌套交叉验证;然而,这种技术在计算上非常昂贵。Tsamardinos等人已经提出,该嵌套交叉验证可以由用于调整学习算法的超参数的响应来代替。本研究的主要贡献是将这一思想应用于超级学习者的验证。我们比较了新的方法与其他验证方法,包括嵌套交叉验证。对不同大小的人工数据集和七个真实的生物医学数据集进行了测试。该方法被称为Bootstrap偏倚校正,被证明是嵌套交叉验证的一种相当精确且非常经济的替代方法。
Super learner algorithm can be applied to combine results of multiple base learners to improve quality of predictions. The default method for verification of super learner results is by nested cross validation; however, this technique is very expensive computationally. It has been proposed by Tsamardinos et al., that nested cross validation can be replaced by resampling for tuning hyper-parameters of the learning algorithms. The main contribution of this study is to apply this idea to verification of super learner. We compare the new method with other verification methods, including nested cross validation. Tests were performed on artificial data sets of diverse size and on seven real, biomedical data sets. The resampling method, called Bootstrap Bias Correction, proved to be a reasonably precise and very cost-efficient alternative for nested cross validation.
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